+592.2%
CIEN vs ELF
-27.2%
+619.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.4% |
| 7D | -4.6% | -6.8% | +2.2% | -3.7% |
| 30D | -12.8% | +5.1% | -17.9% | -13.5% |
| 3M | -23.1% | +79.8% | -102.8% | -29.4% |
| 6M | +6.1% | +29.7% | -23.6% | +1.5% |
| YTD | +44.5% | +31.6% | +12.9% | +36.2% |
| 1Y | +176.6% | -27.9% | +204.5% | +184.1% |
| All | +592.2% | -27.2% | +619.4% | +543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling